Lie subgroups are certainly not always embedded (there is the example of the $\mathbb{R} \to S^1 \times S^1$ given by a line of irrational slope).
Can you have a torus that is a subgroup of a Lie group, but not embedded?
To me it seems like the image of a compact set is compact and hence closed (since manifolds are Hausdorff) if the inclusion is continuous. So we want a torus subgroup included in a Lie group in a non-continuous way.
I really have no idea how to come up with such an example.